+537.8%
ASTS vs URA
+430.3%
+107.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +7.3% | +1.1% | +6.3% | +6.6% |
| 30D | -8.9% | +7.4% | -16.3% | -12.9% |
| 3M | -41.9% | -8.4% | -33.5% | -37.6% |
| 6M | -40.6% | -12.7% | -27.9% | -33.4% |
| YTD | -14.2% | +7.8% | -22.0% | -13.5% |
| 1Y | +48.9% | +19.5% | +29.4% | +46.2% |
| 3Y | +1,461.7% | +116.4% | +1,345.2% | +1,031.8% |
| 5Y | +404.1% | +134.3% | +269.8% | +249.6% |
| All | +537.8% | +430.3% | +107.5% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling